CME Swiss Franc Future December 2016
| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0345 |
1.0308 |
-0.0037 |
-0.4% |
1.0285 |
| High |
1.0352 |
1.0372 |
0.0020 |
0.2% |
1.0419 |
| Low |
1.0274 |
1.0297 |
0.0023 |
0.2% |
1.0250 |
| Close |
1.0308 |
1.0342 |
0.0034 |
0.3% |
1.0308 |
| Range |
0.0078 |
0.0075 |
-0.0003 |
-3.8% |
0.0169 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.1% |
0.0000 |
| Volume |
2,440 |
4,581 |
2,141 |
87.7% |
6,870 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0562 |
1.0527 |
1.0383 |
|
| R3 |
1.0487 |
1.0452 |
1.0363 |
|
| R2 |
1.0412 |
1.0412 |
1.0356 |
|
| R1 |
1.0377 |
1.0377 |
1.0349 |
1.0395 |
| PP |
1.0337 |
1.0337 |
1.0337 |
1.0346 |
| S1 |
1.0302 |
1.0302 |
1.0335 |
1.0320 |
| S2 |
1.0262 |
1.0262 |
1.0328 |
|
| S3 |
1.0187 |
1.0227 |
1.0321 |
|
| S4 |
1.0112 |
1.0152 |
1.0301 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0833 |
1.0739 |
1.0401 |
|
| R3 |
1.0664 |
1.0570 |
1.0354 |
|
| R2 |
1.0495 |
1.0495 |
1.0339 |
|
| R1 |
1.0401 |
1.0401 |
1.0323 |
1.0448 |
| PP |
1.0326 |
1.0326 |
1.0326 |
1.0349 |
| S1 |
1.0232 |
1.0232 |
1.0293 |
1.0279 |
| S2 |
1.0157 |
1.0157 |
1.0277 |
|
| S3 |
0.9988 |
1.0063 |
1.0262 |
|
| S4 |
0.9819 |
0.9894 |
1.0215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0419 |
1.0250 |
0.0169 |
1.6% |
0.0082 |
0.8% |
54% |
False |
False |
2,290 |
| 10 |
1.0419 |
1.0180 |
0.0239 |
2.3% |
0.0075 |
0.7% |
68% |
False |
False |
1,359 |
| 20 |
1.0556 |
1.0180 |
0.0376 |
3.6% |
0.0076 |
0.7% |
43% |
False |
False |
704 |
| 40 |
1.0556 |
1.0135 |
0.0421 |
4.1% |
0.0065 |
0.6% |
49% |
False |
False |
356 |
| 60 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0059 |
0.6% |
47% |
False |
False |
240 |
| 80 |
1.0578 |
1.0135 |
0.0443 |
4.3% |
0.0047 |
0.5% |
47% |
False |
False |
181 |
| 100 |
1.0599 |
1.0135 |
0.0464 |
4.5% |
0.0039 |
0.4% |
45% |
False |
False |
145 |
| 120 |
1.0618 |
1.0135 |
0.0483 |
4.7% |
0.0033 |
0.3% |
43% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0691 |
|
2.618 |
1.0568 |
|
1.618 |
1.0493 |
|
1.000 |
1.0447 |
|
0.618 |
1.0418 |
|
HIGH |
1.0372 |
|
0.618 |
1.0343 |
|
0.500 |
1.0335 |
|
0.382 |
1.0326 |
|
LOW |
1.0297 |
|
0.618 |
1.0251 |
|
1.000 |
1.0222 |
|
1.618 |
1.0176 |
|
2.618 |
1.0101 |
|
4.250 |
0.9978 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0340 |
1.0347 |
| PP |
1.0337 |
1.0345 |
| S1 |
1.0335 |
1.0344 |
|